first off, congratulations on breaking up with windows! meet linux! lol. installing shouldnt be too difficult/confusing, if you've ever installed an OS it should be very similar. first off (obviously) you'll need to burn the .ISO image to a disc, then reboot with the disc in to start up the install. ive never used fedora, so im not sure if it has livecd support or not, if so, choose that if a menu comes up. tinker around with programs and stuff, get your hands a little dirty and learn a thing or two. when the time comes, there should be an Install icon on the desktop - follow instructions during process lol.
next up, you wont be able to install windows programs under linux without some sort of program to tell linux how to work it. WINE is a common program that lets you do this - note that not all programs work 100% and that not everything will work. windows uses .exe for its executables, linux doesnt, its executables vary on which distrobution you are using. as for getting silkroad online working, im not sure what the linux support for it is like, you'll have to search that up a bit, if not try getting wine working and then try installing silkroad - it might not run all of the 3d stuff but it wont be terrible, i can play css in linux and it still looks pretty decent.
finally, whether linux sounds too complicated or time consuming or not, i suggest that you go for it anyway, you really dont have much to lose. if all else fails, you can still just reinstall windows and go about your life knowing that you bailed out on a sweet OS haha - guilt trip ftw. so yeah, give it a shot, you might like it, you might hate it.